Remarks on the Mossin Theorem

DOI10.1080/10920277.2018.1477605MaRDI QIDQ5742893zbMATH OpenOpenAlexWikidataFDO

Authors Liang Hong

Publication date 8 May 2019

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2018.1477605

zbMATH Keywords

(non)random initial wealthinsurance contractsMossin theorem

Mathematics Subject Classification ID

Recommendations

• A note on Mossin’s theorem for deductible insurance given random initial wealth
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Cites work

• A note on Mossin’s theorem for deductible insurance given random initial wealth
• Expectation dependence of random variables, with an application in portfolio theory
• Loss Models
• Optimal insurance under multiple sources of risk with positive dependence
• Some Concepts of Dependence

Cited in

(2)

• scientific article; zbMATH DE number 3979145 (Why is no real title available?)
• Insurance demand under government interventions and distorted probabilities

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